Saturday's demonstration called for progress to be made in the police investigation regarding Warren's death, which is still ongoing.

Prosecutors have charged Matthew McMillan with second-degree murder. Protesters said they want prosecutors to file charges against the man who actually shot Warren: security guard Robert Moses.

Court documents show Moses told police he was handling an altercation between two men, then a group of people began to "encroach" on him. Moses said he felt "they were a threat," which led him to fire a single shot with his pistol. Warren was in the crowd Moses felt threatened by.